code: def setUp(self):
      self.is_valid = np.tile(
          np.arange(0, 20), reps=(10, 1)
      ) < np.array(
          [[4], [4], [8], [8], [12], [12], [16], [16], [20], [20]]
      )
      self.daycount_fractions = 0.25 * self.is_valid.astype(np.float64)
      self.maturities = (
          np.cumsum(self.daycount_fractions, axis=1) * self.is_valid
      )
      self.expiries = (
          np.cumsum(self.daycount_fractions, axis=1) - 0.25
      ) * self.is_valid
      self.is_cap = np.array(
          [
              True,
              False,
              True,
              False,
              True,
              False,
              True,
              False,
              True,
              False,
          ]
      )
      self.strikes = 0.01 * np.ones_like(self.is_valid)
  
      super(HullWhiteCalibrationCapFloorTest, self).setUp()
  
file_path: tf-quant-finance/tf_quant_finance/models/hull_white/calibration_test.py
imports: from absl.testing import parameterized
  import numpy
  import tensorflow.compat.v2
  import tensorflow_probability
  import tf_quant_finance
  from tensorflow.python.framework import test_util
label_desc: Use image node_id 1 for calling the HullWhiteCalibrationCapFloorTest obj's underlying member method code with example usage: obj.setUp() without return types